+240.4%
ACWV vs SPY
+721.6%
-481.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +5.4% | +2.0% | +3.4% | +4.0% |
| 6M | +4.2% | +13.0% | -8.8% | -3.5% |
| YTD | +8.3% | +13.5% | -5.2% | 0.0% |
| 1Y | +8.7% | +20.0% | -11.2% | -3.0% |
| 3Y | +39.8% | +77.2% | -37.3% | -3.8% |
| 5Y | +31.7% | +81.9% | -50.2% | -12.0% |
| 10Y | +107.9% | +314.1% | -206.2% | -21.6% |
| All | +240.4% | +721.6% | -481.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling